Nonparametric Estimation of Performance and Performability for Semi-Markov Processes
Volume 2, Number 1, January 2006 - Paper 2 - pp. 19 - 27
N. LIMNIOS1, B. OUHBI2, A. PLATIS3 and G. SAPOUNTZOGLOU41 Division Mathématiques Appliquée, Université de Technologie de Compiègne, B.P. 20529, 60205, Compiègne Cedex, France
2 Ecole Nationale Supérieure d'Arts et Métiers, Marjane II, Meknès Ismailia, B.P. 4024 Béni M'Hamed Meknès, Morocco
3 Department of Financial and Management Engineering, University of the Aegean, Fostini 31, 82100 Chios, Greece
4 Departmentof Economics, Athens University of Economics and Business, Patission 76, 10434 Athens, Greece
(Received on February 2, 2005)
In this paper a nonparametric estimator of the performability for semi-Markov systems is proposed. It is proven that this estimator is strongly consistent and asymptotic normal. A numerical example of a three state semi-Markov system is also presented.
Click here to download the paper.
Please note : You will need Adobe Acrobat viewer to view the full articles.